Implementing the recursive APL code for dynamic programming

Edward Y. H. Lin, Dennis L. Bricker · 1990

Despite the importance and wide applicability of dynamic programming technique in optimization, the complexity and uniqueness of various dynamic programming models often make the comprehension of their solution procedures difficult, particularly for a novice. Although it can be argued that, unlike the Simplex method in linear programming, no general dynamic programming algorithm exists, with the recursive capability of APL, it is feasible to develop a “systematic” solution approach for deterministic dynamic programming. In this paper, we introduce a set of such APL code developed be solve various types of dynamic programming problems with minor modifications on some of its key functions to accommodate the nature of each type of dynamic programming problems.

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